Reading list

ST3133 Advanced statistics: distribution

theory

This reading list was last updated in July 2013.

The editions quoted here, and in the subject guide and course information sheet, are a guide.
You should always attempt to obtain the most recent edition of any textbook, and where
references are made to page numbers of previous editions, use the index of the new edition
to find the relevant section. If you find that any of the books listed are out of print please let
us know by emailing uolip@lse.ac.uk

Essential reading
Grimmett, G. and D. Stirzaker Probability and Random Processes. (OUP, 2001) third
edition [ISBN 9780198572220].
Casella, G. and R.L. Berger Statistical Inference. (Duxbury, 2008) second revised edition
[ISBN 9780495391876].

Recommended reading
Bartoszynski, R. and M. Niewiadomska-Bugaj Probability and Statistical Inference. (Wiley,
2008) second edition [ISBN 9780471696933].
Freund, J.E. Mathematical Statistics. (Prentice Hall, 2004) seventh edition, international
edition [ISBN 9780131246461].
Hogg, R.V. and A.T. Craig Introduction to Mathematical Statistics. (Prentice Hall, 2005)
sixth edition [ISBN 9780131226050].
Hogg, R.V. and E.A. Tanis Probability and Statistical Inference. (Pearson/Prentice Hall,
c2006) seventh edition [ISBN 9780131464131] (2009) eighth edition [ISBN
9780321636355]
Larsen R.J. and M.L. Marx An Introduction to Mathematical Statistics and its Applications.
(Pearson/Prentice Hall, 2006) fourth edition [ISBN 9780132018135].
Larson, H.J. Introduction to Probability Theory and Statistical Inference. (Wiley, 1982)
third edition [ISBN 9780471059097].
Lindgren, B.W. Statistical Theory. (Chapman and Hall, 1993) fourth edition [ISBN
9780412041815].
Meyer, P.L. Introductory Probability and Statistical Applications. (Addison-Wesley, 1970)
second edition
Mood, A.M., F.A. Graybill and D.C. Boes Introduction to the Theory of Statistics. (McGraw-
Hill International, 1982) third edition [ISBN 9780070854659].

Further reading/resources
Cox, D.R. and D.V. Hinkley Theoretical Statistics. (Chapman Hall, 1979) [ISBN 978-
0412161605].
Johnson, N.L. and S. Kotz (some volumes also with N. Balakrishnan) Discrete Univariate
Distributions, Continuous Univariate Distributions, etc. (Wiley, 2005) third edition [ISBN
9780471272465].
Stuart, A. and J.K. Ord Kendall's Advanced Theory of Statistics 1, Distribution theory.
(Edward Arnold, 1994) sixth edition [ISBN 9780340614303 (v.1)].
Wasserman, L. All of Statistics: A Concise Course in Statistical Inference. (Springer, c2004)
[ISBN 9780387402727].




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Essential reading journal articles listed on a number of reading lists are available to
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